000			03097nam a22005535i 4500
001			978-3-319-07470-2
003			DE-He213
005			20200420211752.0
007			cr nn 008mamaa
008			140726s2014 gw | s |||| 0|eng d
020			_a9783319074702 _9978-3-319-07470-2
024	7		_a10.1007/978-3-319-07470-2 _2doi
050		4	_aHB1-846.8
072		7	_aKCA _2bicssc
072		7	_aBUS069030 _2bisacsh
082	0	4	_a330.1 _223
245	1	0	_aNonlinear Economic Dynamics and Financial Modelling _h[electronic resource] : _bEssays in Honour of Carl Chiarella / _cedited by Roberto Dieci, Xue-Zhong He, Cars Hommes.
264		1	_aCham : _bSpringer International Publishing : _bImprint: Springer, _c2014.
300			_aXV, 389 p. 71 illus. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
505	0		_aCarl Chiarella: An Interview and Some Perspectives -- Nonlinear Economic Dynamics -- Financial Market Modelling -- Quantitative Finance.
520			_aThis book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains eighteen papers with topics ranging from disequilibrium macroeconomics, monetary dynamics, monopoly, financial market and limit order market models with boundedly rational heterogeneous agents to estimation, time series modelling and empirical analysis, and from risk management of interest-rate products, futures price volatility and American option pricing with stochastic volatility to evaluation of risk and derivatives of electricity market. The book illustrates some of the most recent research tools in these areas and will be of interest to economists working in economic dynamics and financial market modelling, to mathematicians who are interested in applying complexity theory to economics and finance, and to market practitioners and researchers in quantitative finance interested in limit order, futures and electricity market modelling, derivative pricing and risk management.
650		0	_aFinance.
650		0	_aApplication software.
650		0	_aGame theory.
650		0	_aEconomics, Mathematical.
650		0	_aEconomic theory.
650		0	_aMacroeconomics.
650	1	4	_aEconomics.
650	2	4	_aEconomic Theory/Quantitative Economics/Mathematical Methods.
650	2	4	_aQuantitative Finance.
650	2	4	_aComputer Appl. in Social and Behavioral Sciences.
650	2	4	_aFinance, general.
650	2	4	_aGame Theory, Economics, Social and Behav. Sciences.
650	2	4	_aMacroeconomics/Monetary Economics//Financial Economics.
700	1		_aDieci, Roberto. _eeditor.
700	1		_aHe, Xue-Zhong. _eeditor.
700	1		_aHommes, Cars. _eeditor.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783319074696
856	4	0	_uhttp://dx.doi.org/10.1007/978-3-319-07470-2
912			_aZDB-2-SBE
942			_cEBK
999			_c51309 _d51309